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On some multivariate gamma-distributions connected with spanning trees

Authors :
T. Royen
Source :
Annals of the Institute of Statistical Mathematics. 46:361-371
Publication Year :
1994
Publisher :
Springer Science and Business Media LLC, 1994.

Abstract

Any correlation matrixR can be mapped to a graph with edges corresponding to the non-vanishing correlations. In particularR is said to be of a “tree type” if the corresponding graph is a spanning tree. The tridiagonal correlation matrices belong to this class. If the accompanying correlation matrixR or its inverse is of a tree type, then some representations of the multivariate gamma distribution are obtained with a much simpler structure than the integral or series representations for the general case.

Details

ISSN :
15729052 and 00203157
Volume :
46
Database :
OpenAIRE
Journal :
Annals of the Institute of Statistical Mathematics
Accession number :
edsair.doi...........c568f2a11abd36ebc2020043534fbc3c
Full Text :
https://doi.org/10.1007/bf01720592